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Transform analysis and asset pricing for diffusion processes : a recursive approach
Goovaerts, Marc J.; Laeven, Roger; Shang, Zhaoning - In: The journal of computational finance 16 (2012/13) 1, pp. 47-81
Persistent link: https://www.econbiz.de/10009631863
Cover Image
Transform analysis and asset pricing for diffusion processes: A recursive approach
Goovaerts, Marc J; Laeven, Roger J A; Shang, Zhaoning - In: The journal of computational finance 16 (2012) 1, pp. 47-83
Persistent link: https://www.econbiz.de/10010023518